Using Session Monikers with Windows 2000 Terminal Server

Has anyone been able to get what Microsoft said should work by using a Session Moniker to bind to a DCOM object running (or launched) in another terminal session? I tried following the steps of:
1. Get a BindContext object
2. Get a Session Moniker for the 'Session:n!clsid:...'
3. Bind to the object (this is where the failure occurs)